+158.5%
MAR vs LSCC
+17.9%
+140.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.8% | 0.0% |
| 7D | +4.4% | -4.8% | +9.2% | +5.2% |
| 30D | +15.5% | -27.1% | +42.6% | +22.6% |
| 3M | +15.7% | -23.6% | +39.3% | +21.0% |
| 6M | +18.2% | -19.8% | +38.0% | +19.4% |
| YTD | +35.3% | +33.2% | +2.1% | +18.9% |
| 1Y | +48.6% | +55.2% | -6.6% | +25.3% |
| 3Y | +124.3% | +70.1% | +54.2% | +70.2% |
| All | +158.5% | +17.9% | +140.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling